Anic Equity¶

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Total return since start: 0.664 %¶

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Equity now: -----------------------------> 50835.07 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45276.15 Kr¶

PnL: ---------------------------------------> -301.44 Kr¶

DD now: ---------------------------------> -4.302 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 13:36:07.705673'

Anic Portfolio¶

Today¶

Return: 0.165 %¶

This Week¶

Return: 0.165 %¶

Total portfolio value¶

Return including deposits: 66.421 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Hexagon B 26 -0.380000 3439.800000 28.600000 0.840000 3411.200000
Hexatronic Group 15 3.830000 1091.100000 23.400000 2.190000 1067.700000
Orrön Energy 170 -2.100000 2062.950000 22.100000 1.080000 2040.850000
Vitec Software Group B 2 -0.800000 1117.000000 16.000000 1.450000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.890000 894.400000 11.200000 1.270000 883.200000
Addnode Group B 7 -1.510000 912.100000 9.100000 1.010000 903.000000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Latour B 4 -2.500000 858.800000 4.800000 0.560000 854.000000
HEXPOL B 8 -0.500000 960.000000 4.800000 0.500000 955.200000
Atrium Ljungberg B 5 -0.280000 906.000000 4.500000 0.500000 901.500000
Sandvik 4 -1.070000 849.200000 3.600000 0.430000 845.600000
ASSA ABLOY B 4 -1.150000 994.000000 3.200000 0.320000 990.800000
JM 7 -1.160000 950.600000 2.800000 0.300000 947.800000
Alimak Group 12 0.120000 1006.800000 2.400000 0.240000 1004.400000
SKF B 5 -1.240000 979.250000 1.250000 0.130000 978.000000
Hennes & Mauritz B 6 -1.070000 910.440000 0.480000 0.050000 909.960000
Biotage 1 -6.910000 146.900000 -0.600000 -0.410000 147.500000
AcadeMedia 20 -1.060000 974.000000 -1.600000 -0.160000 975.600000
Hoist Finance 36 0.720000 1006.200000 -1.800000 -0.180000 1008.000000
Gränges 10 3.920000 1034.000000 -2.000000 -0.190000 1036.000000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Catena 2 -0.350000 799.200000 -4.400000 -0.550000 803.600000
EQT 4 -2.260000 865.600000 -5.200000 -0.600000 870.800000
Byggmax Group 33 -2.090000 959.640000 -5.280000 -0.550000 964.920000
BHG Group 109 -5.740000 1413.730000 -5.450000 -0.380000 1419.180000
Vitrolife 3 -2.020000 669.000000 -8.000000 -1.180000 677.000001
OX2 12 -4.300000 895.200000 -11.400000 -1.260000 906.600000
Investor B 3 -1.350000 645.900000 -12.100000 -1.840000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -1.170000 2670.960000 -312.620000 -10.480000 2983.577733
TOTAL 45276.150000 -301.440000 -4.30208% 45577.591729

Updated:¶

'2023-06-19 13:36:24.608604'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶